diff --git a/workflowai/core/client/_api.py b/workflowai/core/client/_api.py
index 1c793cd..30bea93 100644
--- a/workflowai/core/client/_api.py
+++ b/workflowai/core/client/_api.py
@@ -6,7 +6,7 @@
 from pydantic import BaseModel, TypeAdapter, ValidationError
 
 from workflowai.core._logger import logger
-from workflowai.core.domain.errors import BaseError, WorkflowAIError
+from workflowai.core.domain.errors import BaseError, InvalidAPIKeyError, WorkflowAIError
 
 # A type for return values
 _R = TypeVar("_R")
@@ -26,6 +26,11 @@ def _get_url(self, run: bool = False):
 
     @asynccontextmanager
     async def _client(self, run: bool = False):
+        if not self.api_key:
+            raise InvalidAPIKeyError(
+                response=None,
+                error=BaseError(message="No API key provided", code="invalid_api_key"),
+            )
         source_headers = self.source_headers or {}
         async with httpx.AsyncClient(
             base_url=self._get_url(run),
diff --git a/workflowai/core/client/_api_test.py b/workflowai/core/client/_api_test.py
index ded633e..e634fc0 100644
--- a/workflowai/core/client/_api_test.py
+++ b/workflowai/core/client/_api_test.py
@@ -6,7 +6,7 @@
 from pytest_httpx import HTTPXMock, IteratorStream
 
 from workflowai.core.client._api import APIClient
-from workflowai.core.domain.errors import WorkflowAIError
+from workflowai.core.domain.errors import InvalidAPIKeyError, WorkflowAIError
 
 
 @pytest.fixture
@@ -136,3 +136,16 @@ async def test_stream(self, httpx_mock: HTTPXMock, client: APIClient, exception:
                 pass
 
         assert e.value.error.code == "connection_error"
+
+    async def test_empty_api_key(self, client: APIClient):
+        """Check that we return a pretty error when there is no api key provided"""
+        client.api_key = ""
+
+        # no need to add any response, httpx will complain that the header is illegal
+        with pytest.raises(InvalidAPIKeyError) as e:
+            await client.get(
+                path="test_path",
+                returns=_TestOutputModel,
+            )
+        assert e.value.error.code == "invalid_api_key"
+        assert e.value.message.startswith("❌ No API key provided")
diff --git a/workflowai/core/domain/errors.py b/workflowai/core/domain/errors.py
index bbf37e7..7437bb7 100644
--- a/workflowai/core/domain/errors.py
+++ b/workflowai/core/domain/errors.py
@@ -188,8 +188,9 @@ class InvalidAPIKeyError(WorkflowAIError):
     @property
     @override
     def message(self) -> str:
+        base_message = (self.status_code is None and "No API key provided") or "Your API key is invalid"
         return (
-            "❌ Your API key is invalid. Please double-check your API key, "
+            f"❌ {base_message}. Please double-check your API key, "
             "or create a new one at https://workflowai.com/organization/settings/api-keys "
             "or from your self-hosted WorkflowAI instance."
         )